CIR SpA-Compagnie Industriali Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.92% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9128 | 5.96 | |
| 0.1198 | 9.72 | |
| 0.7970 | 40.26 | |
| -0.0035 | -0.13 | |
| 0.0047 | 0.12 | |
| -0.0488 | -1.88 | |
| 0.1240 | 5.67 | |
| -0.1253 | -5.88 | |
| 0.0576 | 2.37 | |
| -0.0136 | -0.58 | |
| 0.0141 | 0.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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